E-mini NASDAQ-100 Future June 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 5,546.75 5,535.25 -11.50 -0.2% 5,352.75
High 5,562.50 5,599.00 36.50 0.7% 5,454.75
Low 5,535.00 5,534.25 -0.75 0.0% 5,347.75
Close 5,536.25 5,591.00 54.75 1.0% 5,442.00
Range 27.50 64.75 37.25 135.5% 107.00
ATR 46.64 47.94 1.29 2.8% 0.00
Volume 221,754 194,734 -27,020 -12.2% 1,033,572
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 5,769.00 5,744.75 5,626.50
R3 5,704.25 5,680.00 5,608.75
R2 5,639.50 5,639.50 5,602.75
R1 5,615.25 5,615.25 5,597.00 5,627.50
PP 5,574.75 5,574.75 5,574.75 5,580.75
S1 5,550.50 5,550.50 5,585.00 5,562.50
S2 5,510.00 5,510.00 5,579.25
S3 5,445.25 5,485.75 5,573.25
S4 5,380.50 5,421.00 5,555.50
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 5,735.75 5,696.00 5,500.75
R3 5,628.75 5,589.00 5,471.50
R2 5,521.75 5,521.75 5,461.50
R1 5,482.00 5,482.00 5,451.75 5,502.00
PP 5,414.75 5,414.75 5,414.75 5,424.75
S1 5,375.00 5,375.00 5,432.25 5,395.00
S2 5,307.75 5,307.75 5,422.50
S3 5,200.75 5,268.00 5,412.50
S4 5,093.75 5,161.00 5,383.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,599.00 5,427.50 171.50 3.1% 44.00 0.8% 95% True False 199,122
10 5,599.00 5,347.50 251.50 4.5% 45.50 0.8% 97% True False 211,421
20 5,599.00 5,347.50 251.50 4.5% 46.50 0.8% 97% True False 225,872
40 5,599.00 5,315.00 284.00 5.1% 44.75 0.8% 97% True False 199,989
60 5,599.00 5,119.50 479.50 8.6% 42.00 0.7% 98% True False 133,507
80 5,599.00 4,878.00 721.00 12.9% 41.25 0.7% 99% True False 100,191
100 5,599.00 4,711.00 888.00 15.9% 42.00 0.8% 99% True False 80,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.43
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5,874.25
2.618 5,768.50
1.618 5,703.75
1.000 5,663.75
0.618 5,639.00
HIGH 5,599.00
0.618 5,574.25
0.500 5,566.50
0.382 5,559.00
LOW 5,534.25
0.618 5,494.25
1.000 5,469.50
1.618 5,429.50
2.618 5,364.75
4.250 5,259.00
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 5,583.00 5,577.00
PP 5,574.75 5,563.00
S1 5,566.50 5,549.00

These figures are updated between 7pm and 10pm EST after a trading day.

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